Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARCC | Ares Capital Corporation | Financial Services | Asset Management | 9895 | 0.1057 | 18.17 | 2977186 |
GBDC | Golub Capital BDC Inc | Financial Services | Asset Management | 2263 | 0.1012 | 13.31 | 760194 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13736.18 |
Total net P/L: | 3736.18 | Total ROI: | 37.36 % |
CAGR: | 11.19 % | Max. DD: | 9.38 % |
System Score: | 7.842 | Sharpe Ratio: | 2.189 |
Start Date: | 2017-01-02 | End Date: | 2019-12-30 |
Total days: | 1092 | ||
Commissions: | 375.79 | Comm.% P/L | 9.14 % |
Total Transactions: | 116 | Log. Linearity: | 88.813 % |
Total | ![]() |
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ARCC | GBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 4111.97 | 2216.29 | 1895.67 | 2639.04 | 1472.93 |
Total Profit | 5502.53 | 2931.10 | 2571.44 | 4971.41 | 3493.63 |
Total Loss | 1390.57 | 714.80 | 675.76 | 2332.37 | 2020.70 |
Profit Factor | 3.96 | 4.10 | 3.81 | 2.13 | 1.73 |
Trades | 29 | 13 | 16 | 29 | 29 |
Winning Trades | 23 | 10 | 13 | 21 | 16 |
Losing Trades | 6 | 3 | 3 | 8 | 13 |
% Profitable | 79.00 | 76.00 | 81.00 | 72.00 | 55.00 |
Profit/Loss Per Trade % | 1.22 | 1.42 | 1.05 | 0.77 | 0.41 |
Profit Per Trade % | 2.09 | 2.59 | 1.72 | 2.12 | 1.89 |
Loss Per Trade % | 2.05 | 2.33 | 1.77 | 2.62 | 1.39 |
Days In Trade | 351 | 143 | 208 | 351 | 351 |
Days In Trade (Avg. Per Trade) | 12.10 | 11.00 | 13.00 | 12.10 | 12.10 |
% Days In Trade | 32.14 | 13.10 | 19.05 | 32.14 | 32.14 |